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- A SINful approach to Gaussian graphical model selection
- A computationally fast alternative to cross-validation in penalized Gaussian graphical models
- A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
- A new approach to variable selection in least squares problems
- Covariance matrix selection and estimation via penalised normal likelihood
- First-Order Methods for Sparse Covariance Selection
- Gaussian Markov distributions over finite graphs
- Gaussian graphical model estimation with false discovery rate control
- Group variable selection for data with dependent structures
- High-dimensional covariance estimation based on Gaussian graphical models
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- High-dimensional graphs and variable selection with the Lasso
- Learning graphical models with hubs
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection and estimation in the Gaussian graphical model
- Model selection for Gaussian concentration graphs
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Partial correlation estimation by joint sparse regression models
- Pathwise coordinate optimization
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
- Sparse inverse covariance estimation with the graphical lasso
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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